* edit misinterpreted what you said.
200MS/s would require a memory of equal width or wider operating over 200MHz (SGDMA would need to be just as fast). Normally you take the ADC data, feed it through a data format adapter to make it wider and make the SGDMA and memory path wide to accomidate the data rate. That said I think Nios II will have a hard time keeping up with interrupts coming in that fast unless you allocate huge buffers to hold the data. The SGDMA is limited to under 64kB buffer transfers due to the descriptor limitations.
Perhaps your buffer length is 64kB or larger? That would be a problem for that SGDMA to handle.